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It's best to leave them for a day to settle quietly but after that it all depends on your ham, some are confident & ready to interact straight away others take longer.
Begin doing the tissue trick, put some plain white toilet tissue up your sleeve for a few hours then shred it up & put it in the cage so your ham will get used to your scent.
I always begin by talking to them quietly whenever I'm close to the cage (even if they are in a house or underground somewhere!) so they get used to my voice.
Then begin at first just offering treats through the bars, once they're happy with that you can put your hand flat in the cage & let them come to you to take a treat or some food.
Just go at your hams pace, don't try to rush things but don't hold back if your ham seems confident.